[ kindle / Pdf ] The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics) BY Reuven Y. Rubinstein, Dirk P. Kroese – Epub, eBook and Kindle ePUB free

characters Ì eBook, PDF or Kindle ePUB ↠ Reuven Y. Rubinstein, Dirk P. Kroese

The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics) Free download Ý eBook, PDF or Kindle ePUB Audience of engineers computer scientists mathematicians statisticians and in general anyone theorist and p. The cross entropy method is an exciting new techniue for rare event simulation and stochastic optimizationThe book unfortunately is a 99% copy and paste of the public available tutorials and papers I bought the book before looking in the internet so do not do the same mistake by meFurther it is uite disappointing if every chapter is written in a highly redundant mannerwhich follows automatically if every chapter is a paper on its ownThe topic and method is great but the book doesnt add much what the papers wont tell

Read The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics) The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)

The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics) Free download Ý eBook, PDF or Kindle ePUB Ractitioner who is interested in smart simulation fast optimization learning algorithms and image processin. This book provides an excellent introduction to the Cross Entropy CE method which is a new and interesting method for the estimation of rare event probabilities and combinatorial optimisationThe book contains all of the material reuired by a practitioner or researcher to get started with the CE method The fact that accompanying Matlab code is freely available renders this field especially accessible to new comersThe book has a strong practical flavour and is easy to read It will be of interest to anybody working in the field of Monte Carlo simulation andor stochastic optimisation

characters Ì eBook, PDF or Kindle ePUB ↠ Reuven Y. Rubinstein, Dirk P. Kroese

The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics) Free download Ý eBook, PDF or Kindle ePUB Rubinstein is the pioneer of the well known score function and cross entropy methods Accessible to a broad. The cross entropy method CE is a modern techniue attacking optimization and estimation problems by simulation It has been introduced by the first author and it is elaborated thoroughly in this book The reader will find a lucid introductory chapter into the subject followed by the core of the book consisting of a chapter where CE returns an iterative algorithm for adaptive importance sampling simulation and a chapter where CE is transformed into a randomized algorithm for solving combinatorial optimization problems The book concludes with several chapters with applications including detailed numerical results and some Matlab codesI read the book with great pleasure because it is a well written exposition of a fascinating method containing many illustrative examples and realistic applications I think that it is appropriate for both practitioners and theorists in simulation and optimization While reading the book I got encouraged to apply CE to several other problems because the CE basics seems so simple while the results are marvellous I am interested specifically in rare event simulation so I focused on reading the simulation part where I found many inspiring new ideas In fact I applied CE to a reliability problem and obtained results far better than existing methods The simulation chapter is the most mathematically oriented for instance it gives a proof of convergence and it contains recent developments in simulation of rare events with heavy tailsI can recommend this book to everyone who likes to learn new ways for solving estimation and optimization problems

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  • The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)
  • Reuven Y. Rubinstein, Dirk P. Kroese
  • en
  • 08 July 2019
  • null